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Community Algorithms Migrated to Quantopian 2

Yesterday we launched Quantopian 2 which involved some changes to the API. In order to help with the process of migrating algorithms to the new API, we created the migration guide. In addition, we migrated several dozen popular community algorithms. If you click the clone button on the shared backtest, you are instead given the Quantopian 2 version. You can also inspect the code without cloning it by clicking the "Migrated Source Code" tab.

-- EDIT (original post only had 7 algorithms listed) --

Here is the complete list:

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8 responses

"In addition, we migrated several dozen popular community algorithms. "

Great!
You listed 7 of them, but where can I find the rest of the several dozen.

Thanks

Hi Steve,

The samples in the help documentation were also migrated so you can have a look at those as well.

NOTE: The complete list of community algos was originally a part of this comment, but was moved up to the original post.

Awsome work! Any chance of doing the same for the first and last algo on the following thread. https://www.quantopian.com/posts/for-robinhood-trading

Thanks!

Wow, credit to whomever was coding and testing through the night!

Can somebody migrate this?

Great, thanks for this! Quite helpful!

I was working with the "Simple Downside Protection Model" algo and the new version wasn't working on longer timelines, but it looks like I was able to improve it with a couple of data.can_trade lines (lines 47 and 54).

Clone Algorithm
47
Loading...
Backtest from to with initial capital
Total Returns
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Alpha
--
Beta
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Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
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Volatility
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Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 571bc98fe7c82b10fa151cbd
There was a runtime error.

Hey Brad, it looks like a unicorn ! Great results.

The downfall (if not mistaken) is that it o transaction every days, You'd better set some fees and slippage.

Great